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Approximations for the probability of ruin within finite time

✍ Scribed by Asmussen, Søren

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Corrected normal approximation for the p

✍ Malinovskii, Vsevolod K. 📂 Article 📅 1994 🏛 Taylor and Francis Group 🌐 English ⚖ 663 KB

072005 (M10, M13) Corrected normal appro

📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 111 KB

Saddlepoint approximations for the proba

✍ Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter 📂 Article 📅 1995 🏛 Taylor and Francis Group 🌐 English ⚖ 792 KB

Some approximations of ultimate ruin pro

✍ Erhard Kremer 📂 Article 📅 1987 🏛 Springer-Verlag 🌐 German ⚖ 168 KB

The probability of ruin in finite time

✍ A. Baltrünas 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 203 KB

Approximations for Finite Horizon Ruin P

✍ Asmussen, Søren; Højgaard, Bjarne 📂 Article 📅 1999 🏛 Taylor and Francis Group 🌐 English ⚖ 217 KB